-38.5%
DXCM vs MOH
-23.8%
-14.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.3% |
| 7D | -5.8% | -1.3% | -4.5% | -5.6% |
| 30D | -5.6% | +3.0% | -8.6% | -6.0% |
| 3M | +13.0% | +1.2% | +11.8% | +12.6% |
| 6M | +24.7% | +41.7% | -17.1% | +18.1% |
| YTD | +27.3% | +15.4% | +11.9% | +22.8% |
| 1Y | +11.2% | +11.8% | -0.6% | +7.0% |
| 3Y | -19.0% | -37.5% | +18.5% | -18.7% |
| 5Y | -38.5% | -20.6% | -17.8% | -42.5% |
| All | -38.5% | -23.8% | -14.7% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MOH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling